DFLVX vs. DISVX
Compare and contrast key facts about DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA International Small Cap Value Portfolio (DISVX).
DFLVX is managed by Dimensional. It was launched on Feb 19, 1993. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DFLVX vs. DISVX - Performance Comparison
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DFLVX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 4.08% | 16.36% | 12.76% | 11.52% | -5.81% | 30.40% | -0.58% | 25.46% | -11.68% | 18.50% |
DISVX DFA International Small Cap Value Portfolio | 3.04% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
Returns By Period
In the year-to-date period, DFLVX achieves a 4.08% return, which is significantly higher than DISVX's 3.04% return. Over the past 10 years, DFLVX has outperformed DISVX with an annualized return of 11.15%, while DISVX has yielded a comparatively lower 10.34% annualized return.
DFLVX
- 1D
- 1.90%
- 1M
- -3.73%
- YTD
- 4.08%
- 6M
- 8.89%
- 1Y
- 18.62%
- 3Y*
- 14.87%
- 5Y*
- 10.06%
- 10Y*
- 11.15%
DISVX
- 1D
- 3.04%
- 1M
- -8.51%
- YTD
- 3.04%
- 6M
- 10.60%
- 1Y
- 41.86%
- 3Y*
- 23.14%
- 5Y*
- 13.65%
- 10Y*
- 10.34%
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DFLVX vs. DISVX - Expense Ratio Comparison
DFLVX has a 0.22% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DFLVX vs. DISVX — Risk / Return Rank
DFLVX
DISVX
DFLVX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value Portfolio (DFLVX) and DFA International Small Cap Value Portfolio (DISVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DFLVX | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 2.59 | -1.47 |
Sortino ratioReturn per unit of downside risk | 1.63 | 3.17 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.52 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.98 | -1.58 |
Martin ratioReturn relative to average drawdown | 6.16 | 11.76 | -5.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFLVX | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.59 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.86 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.62 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.51 | 0.00 |
Correlation
The correlation between DFLVX and DISVX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFLVX vs. DISVX - Dividend Comparison
DFLVX's dividend yield for the trailing twelve months is around 1.62%, less than DISVX's 7.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFLVX DFA U.S. Large Cap Value Portfolio | 1.62% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
DISVX DFA International Small Cap Value Portfolio | 7.00% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
Drawdowns
DFLVX vs. DISVX - Drawdown Comparison
The maximum DFLVX drawdown since its inception was -65.65%, which is greater than DISVX's maximum drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DFLVX and DISVX.
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Drawdown Indicators
| DFLVX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.65% | -61.57% | -4.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -13.26% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -19.83% | -27.43% | +7.60% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -49.24% | +7.45% |
Current DrawdownCurrent decline from peak | -4.06% | -9.95% | +5.89% |
Average DrawdownAverage peak-to-trough decline | -8.52% | -12.23% | +3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.36% | -0.56% |
Volatility
DFLVX vs. DISVX - Volatility Comparison
The current volatility for DFA U.S. Large Cap Value Portfolio (DFLVX) is 4.16%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 7.27%. This indicates that DFLVX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFLVX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 7.27% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 11.02% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 16.51% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 15.98% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 16.74% | +1.66% |